CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	0.9050	0.9008	-0.0043	-0.5%	0.9079
High	0.9063	0.9012	-0.0051	-0.6%	0.9121
Low	0.9004	0.8962	-0.0042	-0.5%	0.9005
Close	0.9007	0.8964	-0.0044	-0.5%	0.9028
Range	0.0059	0.0050	-0.0010	-16.1%	0.0116
ATR	0.0045	0.0045	0.0000	0.7%	0.0000
Volume	109,634	100,210	-9,424	-8.6%	412,089

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9128	0.9095	0.8991
R3	0.9078	0.9046	0.8977
R2	0.9029	0.9029	0.8973
R1	0.8996	0.8996	0.8968	0.8988
PP	0.8979	0.8979	0.8979	0.8975
S1	0.8947	0.8947	0.8959	0.8938
S2	0.8930	0.8930	0.8954
S3	0.8880	0.8897	0.8950
S4	0.8831	0.8848	0.8936

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9399	0.9330	0.9092
R3	0.9283	0.9214	0.9060
R2	0.9167	0.9167	0.9049
R1	0.9098	0.9098	0.9039	0.9075
PP	0.9051	0.9051	0.9051	0.9040
S1	0.8982	0.8982	0.9017	0.8959
S2	0.8935	0.8935	0.9007
S3	0.8819	0.8866	0.8996
S4	0.8703	0.8750	0.8964

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9063	0.8962	0.0101	1.1%	0.0044	0.5%	1%	False	True	86,245
10	0.9121	0.8962	0.0159	1.8%	0.0044	0.5%	1%	False	True	89,441
20	0.9166	0.8962	0.0204	2.3%	0.0045	0.5%	1%	False	True	81,561
40	0.9239	0.8962	0.0277	3.1%	0.0046	0.5%	1%	False	True	41,168
60	0.9317	0.8962	0.0355	4.0%	0.0047	0.5%	0%	False	True	27,480
80	0.9317	0.8962	0.0355	4.0%	0.0046	0.5%	0%	False	True	20,615

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9222
2.618	0.9141
1.618	0.9092
1.000	0.9061
0.618	0.9042
HIGH	0.9012
0.618	0.8993
0.500	0.8987
0.382	0.8981
LOW	0.8962
0.618	0.8931
1.000	0.8913
1.618	0.8882
2.618	0.8832
4.250	0.8752

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	0.8987	0.9012
PP	0.8979	0.8996
S1	0.8971	0.8980

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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